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Direct local linear estimation for Sharpe ratio function
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:
Lin, Hongmei
;
Tong, Tiejun
;
Wang, Yuedong
;
Xu, Wenchao
;
Zhang, Riquan
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/04/02
Heteroscedasticity
local likelihood estimation
local linear regression
nonparametric regression
Sharpe ratio function
WLAN indoor positioning based on D-LDA feature extraction algorithm
期刊论文
Lecture Notes in Electrical Engineering, 2019, 卷号: 463, 页码: 2779-2787
作者:
Yu, J.
;
Deng, Z.
;
Liu, X.
;
Chen, J.
;
Na, Z.
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2019/12/02
Database systems
Discriminant analysis
Eigenvalues and eigenfunctions
Extraction
Feature extraction
Indoor positioning systems
Maximum likelihood
Nearest neighbor search
Wireless local area networks (WLAN), Direct linear discriminant analysis
Feature database
Feature extraction algorithms
Localization algorithm
Positioning accuracy
Weighted k-nearest neighbors
WLAN
Wlan indoor positioning, Signal processing
Statistical Inference and Applications of Mixture of Varying Coefficient Models
期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 卷号: 45, 期号: 3, 页码: 618-643
作者:
Huang, Mian
;
Wang, Shaoli
;
Yao, Weixin
;
Chen, Yixin
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
generalized likelihood ratio test
identifiability
local likelihood
mixture model
varying coefficient model
SiZer inference for generalized varying coefficient models
期刊论文
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 卷号: 88, 页码: 3544-3564
作者:
Li, Dengkui
;
Mei, Changlin
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/11/19
SiZer inference
local-linear maximum likelihood estimation
significant features
Generalized varying coefficient model
Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
期刊论文
2018, 卷号: 47, 页码: 2023-2039
作者:
Xiao, Yanting
;
Chen, Zhanshou
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/20
Bootstrap
Generalized likelihood ratio test
Local corrected profile nonlinear least squares
Measurement error
Varying coefficient partially nonlinear models
Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
期刊论文
2018, 卷号: 45, 页码: 586-603
作者:
Xiao, Yan-Ting
;
Chen, Zhan-Shou
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/20
Varying-coefficient partially nonlinear models
measurement error
local bias-corrected
empirical likelihood
confidence region
Testing a linear relationship in varying coefficient spatial autoregressive models
期刊论文
2018, 卷号: 47, 页码: 187-205
作者:
Kang, Xiaojuan
;
Li, Tizheng
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/20
Bootstrap
Local linear smoothing method
Profile quasi-maximum likelihood estimation
Spatial dependence
Varying coefficient spatial autoregressive models
Generalized empirical likelihood specification test robust to local misspecification
期刊论文
ECONOMICS LETTERS, 2018, 卷号: Vol.171, 页码: 149-153
作者:
Li, HQ
;
Fan, R
;
Park, SY
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/26
Generalized empirical likelihood
Local misspecification
Robust specification test
A Coarse-to-Fine Autofocus Approach for Very High-Resolution Airborne Stripmap SAR Imagery
期刊论文
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 2018, 卷号: 56, 页码: 3814-3829
作者:
Li, Jincheng
;
Chen, Jie
;
Wang, Pengbo
;
Loffeld, Otmar
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/30
Autofocus
local maximum-likelihood (LML)
motion compensation (MoCo)
multi aperture mapdrift (MAM) autofocus
phase gradient autofocus (PGA)
stripmap
syntheticaperture radar (SAR)
very high resolution (VHR)
A test for a parametric form of the volatility in second-order diffusion models
期刊论文
COMPUTATIONAL STATISTICS, 2017, 卷号: 32, 页码: 1583-1596
作者:
Yan, Tianshun
;
Mei, Changlin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/11/26
Local-linear fitting
Second-order diffusion models
Bootstrap
Generalized likelihood ratio test
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